Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49316.76 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43375.37 Kr¶

PnL: ---------------------------------------> -1500.21 Kr¶

DD now: ---------------------------------> -7.16 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:37:58.348477'

Anic Portfolio¶

Today¶

Return: 0.199 %¶

This Week¶

Return: -2.827 %¶

Total portfolio value¶

Return including deposits: 61.45 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.250000 1512.920000 89.920000 6.320000 1423.000014
Hennes & Mauritz B 6 1.520000 930.840000 18.840000 2.070000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.710000 956.200000 6.200000 0.650000 950.000002
INVISIO 15 0.000000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 -0.770000 896.500000 -7.500000 -0.830000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.650000 982.400000 -10.600000 -1.070000 993.000000
BioGaia B 8 -1.150000 890.400000 -13.600000 -1.500000 904.000000
Bufab 3 0.230000 1060.800000 -15.200000 -1.410000 1076.000001
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Biotage 1 -0.980000 131.700000 -17.300000 -11.610000 149.000000
OX2 12 -0.340000 888.000000 -21.000000 -2.310000 909.000000
Vitrolife 3 -1.000000 651.600000 -25.400000 -3.750000 677.000001
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
Alimak Group 12 -0.240000 980.400000 -26.600000 -2.640000 1007.000004
AcadeMedia 20 -1.610000 950.400000 -27.600000 -2.820000 978.000000
Investor B 3 -0.310000 626.850000 -31.150000 -4.730000 657.999999
Sandvik 4 -0.780000 815.600000 -32.400000 -3.820000 848.000000
Latour B 4 -0.770000 823.200000 -32.800000 -3.830000 856.000000
Hexatronic Group 15 -0.490000 1036.200000 -34.800000 -3.250000 1071.000000
EQT 4 1.160000 837.200000 -35.800000 -4.100000 873.000000
Vitec Software Group B 2 -0.840000 1067.000000 -37.000000 -3.350000 1104.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Byggmax Group 33 -0.640000 928.620000 -38.380000 -3.970000 966.999990
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Addnode Group B 7 -0.800000 865.900000 -39.100000 -4.320000 904.999998
SKF B 5 -0.400000 940.750000 -39.250000 -4.010000 980.000000
Gränges 10 -1.910000 999.500000 -39.500000 -3.800000 1039.000000
Sagax B 4 -1.400000 843.600000 -41.400000 -4.680000 885.000000
Platzer Fastigheter Holding B 12 -0.130000 908.400000 -42.600000 -4.480000 951.000000
Catena 2 -0.370000 760.000000 -46.000000 -5.710000 806.000000
HEXPOL B 8 0.540000 892.000000 -65.000000 -6.790000 957.000000
Orrön Energy 170 -2.190000 1932.050000 -113.950000 -5.570000 2045.999980
Hexagon B 26 -1.050000 3303.300000 -116.700000 -3.410000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 0.940000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43375.370000 -1500.210000 -7.16033% 44875.578016

Updated:¶

'2023-06-22 16:38:14.969531'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶